+91.3%
BTI vs RACE
+647.6%
-556.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | -1.4% | -2.5% | +1.1% | -0.9% |
| 30D | -6.6% | +0.8% | -7.4% | -6.8% |
| 3M | -3.0% | +17.2% | -20.1% | -6.2% |
| 6M | -6.7% | +13.6% | -20.3% | -9.4% |
| YTD | +0.6% | +12.2% | -11.7% | -2.4% |
| 1Y | +5.6% | -16.3% | +21.9% | +8.2% |
| 3Y | +110.3% | +36.4% | +73.9% | +88.9% |
| 5Y | +114.3% | +95.0% | +19.3% | +72.6% |
| 10Y | +67.7% | +813.2% | -745.6% | -5.0% |
| All | +91.3% | +647.6% | -556.3% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling